Peter Mitic

Publication Activity (10 Years)

Years Active: 2017-2024
Publications (10 Years): 10

Top Topics

Efficient Optimization

Monte Carlo Sampling

Top Venues

Math. Comput. Sci.

Publications

Peter Mitic
A Credibility Framework for Extreme Value-at-Risk. Math. Comput. Sci. 18 (2) (2024)
Peter Mitic
Direct Determination of Operational Value-at-Risk Using Descriptive Statistics. IDEAL (2023)
James Cooper, Peter Mitic, Gesine Reinert, Tadas Temcinas
Topological Analysis of Credit Data: Preliminary Findings. IDEAL (2022)
Peter Mitic
Maximum Value-at-Risk. ICO (2022)
Peter Mitic
Systemic shock propagation in a complex system. Soft Comput. 24 (18) (2020)
Peter Mitic
Bayesian Optimization for Reverse Stress Testing. ICO (2020)
Peter Mitic, James Cooper
Enhanced Credit Prediction Using Artificial Data. IDEAL (2) (2020)
Peter Mitic
A Metric Framework for Quantifying Data Concentration. IDEAL (2) (2019)
Peter Mitic
Standardised Reputation Measurement. IDEAL (2017)
Peter Mitic
Is a Reputation Time Series White Noise? IDEAL (2017)